Anic Equity

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Total return since start: 0.564 %

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Equity now: -----------------------------> 47769.29 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 0.0 Kr

PnL: ---------------------------------------> 0.0 Kr

DD now: ---------------------------------> -1.77 %

Max portfolio DD since start: ----> -13.025 %

Anic Portfolio

Today

Return: 0.0 %

This Week

Return: 2.224 %

Total

Return: 56.384 %

Benchmark comparison TODAY

OMXS30
         timestamp     open    close      low     high  totalVolumeTraded
0    1671177600000  2076.78  2077.24  2075.13  2077.34             524481
1    1671177660000  2077.24  2081.37  2076.61  2081.37             543199
2    1671177720000  2081.43  2081.60  2081.04  2082.30             539857
3    1671177780000  2081.59  2082.54  2081.59  2082.68             529677
4    1671177840000  2082.38  2082.40  2081.68  2082.59             314628
..             ...      ...      ...      ...      ...                ...
405  1671201900000  2057.80  2058.03  2057.26  2059.67             746473
406  1671201960000  2058.16  2059.37  2058.16  2059.37             206544
407  1671202020000  2059.33  2058.80  2058.78  2059.55             300230
408  1671202080000  2058.78  2058.88  2058.50  2058.97             165009
409  1671202140000  2059.01  2060.02  2059.01  2060.03              88939

[410 rows x 6 columns]
DJUS
       timestamp    open   close     low    high  totalVolumeTraded
0  1671201000000  945.62  945.23  945.23  945.91                  0
1  1671201060000  945.48  946.30  945.48  946.30                  0
2  1671201120000  946.34  946.83  946.34  947.18                  0
3  1671201180000  946.78  946.55  946.55  946.91                  0
4  1671201240000  946.41  946.60  945.81  946.94                  0
NDX
       timestamp      open     close       low      high  totalVolumeTraded
0  1671201000000  11313.64  11311.30  11306.45  11325.17          108816673
1  1671201060000  11311.30  11334.22  11311.30  11334.67           16443139
2  1671201120000  11334.22  11339.46  11334.22  11349.29            4863057
3  1671201180000  11339.46  11340.49  11338.58  11347.63            4241806
4  1671201240000  11340.49  11335.40  11330.91  11340.49            2151087
DAX
         timestamp      open     close       low      high  totalVolumeTraded
0    1671177600000  13978.44  13986.76  13977.28  13987.48                  0
1    1671177660000  13986.92  14008.98  13986.92  14009.67                  0
2    1671177720000  14009.55  14000.97  13999.06  14009.73                  0
3    1671177780000  14001.57  13998.03  13996.92  14008.89                  0
4    1671177840000  13997.74  13996.62  13992.81  14000.25                  0
..             ...       ...       ...       ...       ...                ...
386  1671201000000  13921.57  13924.19  13918.88  13925.55                  0
387  1671201060000  13924.34  13928.11  13924.30  13928.87                  0
388  1671201120000  13927.92  13929.05  13927.92  13934.37                  0
389  1671201180000  13928.93  13925.33  13924.98  13929.07                  0
390  1671201240000  13924.54  13924.54  13923.19  13926.55                  0

[391 rows x 6 columns]
W1IDU
         timestamp    open   close     low    high  totalVolumeTraded
0    1671148800000  448.92  448.78  448.78  448.96                  0
1    1671148860000  448.79  448.80  448.77  448.83                  0
2    1671148920000  448.81  448.84  448.81  448.84                  0
3    1671148980000  448.85  448.69  448.69  448.85                  0
4    1671149040000  448.72  448.73  448.71  448.74                  0
..             ...     ...     ...     ...     ...                ...
870  1671201000000  447.75  445.46  445.39  447.75                  0
871  1671201060000  445.56  445.74  445.56  445.74                  0
872  1671201120000  445.68  446.14  445.68  446.17                  0
873  1671201180000  446.13  446.13  446.06  446.15                  0
874  1671201240000  446.10  446.30  446.01  446.32                  0

[875 rows x 6 columns]

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	value	profit	profitPercent	acquiredValue
name
TOTAL		0.0	0.0	-1.76969%	0.0

Updated:

'2022-12-16 15:49:39.681116'

None

Last optimization/rebalancing:

'2022-12-02'

Next optimization/rebalancing:

'2023-01-11'

In or Out of market? In if Signal > -10, else out of market!

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.